The structure of the package vars and its implementation of vector autoregressive, structural vector autoregressive and structural vector error correction models are explained in this paper. In addition to the three cornerstone functions VAR(), SVAR() and SVEC() for estimating such models,...

Intro -- Title Page -- Copyright -- Table of Contents -- Preface to the Second Edition -- Preface -- Abbreviations -- About the Companion Website -- Part I: Motivation -- Chapter 1: Introduction -- Reference -- Chapter 2: A brief course in R -- 2.1 Origin and development -- 2.2 Getting help --...